Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.555 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47507.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46112.62 Kr¶

PnL: ---------------------------------------> -775.95 Kr¶

DD now: ---------------------------------> -2.308 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:40:37.226801'

Anic Portfolio¶

Today¶

Return: 0.154 %¶

This Week¶

Return: -0.846 %¶

Total¶

Return: 55.528 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.000000 2817.500000 181.500000 6.890000 2636.000010
HMS Networks 2 15.270000 797.200000 124.200000 18.450000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
SAAB B 8 0.770000 3434.400000 57.400000 1.700000 3377.000000
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Corem Property Group B 59 0.290000 618.910000 41.910000 7.260000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.870000 395.400000 40.400000 11.380000 355.000000
Intrum 4 5.580000 559.800000 32.800000 6.220000 527.000000
AcadeMedia 12 -0.610000 582.000000 25.000000 4.490000 557.000004
Resurs Holding 22 -0.770000 597.300000 23.300000 4.060000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Securitas B 6 -0.230000 577.440000 7.440000 1.310000 570.000000
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Swedbank A 3 -1.860000 568.950000 4.950000 0.880000 564.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
CTEK 13 1.080000 534.820000 0.820000 0.150000 533.999999
Midsona B 63 2.240000 573.930000 -9.070000 -1.560000 582.999984
Handelsbanken A 5 -1.300000 532.750000 -13.250000 -2.430000 546.000000
Essity B 2 -1.860000 548.800000 -25.200000 -4.390000 574.000000
Beijer Electronics Group 26 -6.620000 2932.800000 -38.200000 -1.290000 2971.000006
International Petroleum Corp. 5 0.450000 555.000000 -39.570000 -6.660000 594.565215
Nordea Bank Abp 29 -1.670000 3410.980000 -43.020000 -1.250000 3453.999992
Essity A 4 -1.790000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 2.260000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 -1.470000 3759.000000 -91.000000 -2.360000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.710000 3515.200000 -240.800000 -6.410000 3756.000001
OX2 18 0.510000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 2.820000 2839.200000 -522.800000 -15.550000 3361.999992
TOTAL 46112.620000 -775.950000 -2.30782% 46888.564618

Updated:¶

'2023-01-26 09:40:50.265542'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶